ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 15-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2015 |
15-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
163-21 |
164-15 |
0-26 |
0.5% |
165-24 |
| High |
165-26 |
165-03 |
-0-23 |
-0.4% |
165-26 |
| Low |
163-19 |
163-26 |
0-07 |
0.1% |
162-29 |
| Close |
164-12 |
164-03 |
-0-09 |
-0.2% |
163-16 |
| Range |
2-07 |
1-09 |
-0-30 |
-42.3% |
2-29 |
| ATR |
1-27 |
1-26 |
-0-01 |
-2.2% |
0-00 |
| Volume |
250,235 |
212,247 |
-37,988 |
-15.2% |
878,241 |
|
| Daily Pivots for day following 15-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-06 |
167-13 |
164-26 |
|
| R3 |
166-29 |
166-04 |
164-14 |
|
| R2 |
165-20 |
165-20 |
164-11 |
|
| R1 |
164-27 |
164-27 |
164-07 |
164-19 |
| PP |
164-11 |
164-11 |
164-11 |
164-06 |
| S1 |
163-18 |
163-18 |
163-31 |
163-10 |
| S2 |
163-02 |
163-02 |
163-27 |
|
| S3 |
161-25 |
162-09 |
163-24 |
|
| S4 |
160-16 |
161-00 |
163-12 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172-25 |
171-02 |
165-03 |
|
| R3 |
169-28 |
168-05 |
164-10 |
|
| R2 |
166-31 |
166-31 |
164-01 |
|
| R1 |
165-08 |
165-08 |
163-25 |
164-21 |
| PP |
164-02 |
164-02 |
164-02 |
163-25 |
| S1 |
162-11 |
162-11 |
163-07 |
161-24 |
| S2 |
161-05 |
161-05 |
162-31 |
|
| S3 |
158-08 |
159-14 |
162-22 |
|
| S4 |
155-11 |
156-17 |
161-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
165-26 |
162-19 |
3-07 |
2.0% |
1-23 |
1.1% |
47% |
False |
False |
206,250 |
| 10 |
166-21 |
162-19 |
4-02 |
2.5% |
1-29 |
1.2% |
37% |
False |
False |
190,404 |
| 20 |
166-21 |
161-10 |
5-11 |
3.3% |
1-25 |
1.1% |
52% |
False |
False |
197,315 |
| 40 |
166-21 |
154-27 |
11-26 |
7.2% |
1-26 |
1.1% |
78% |
False |
False |
199,926 |
| 60 |
171-09 |
154-27 |
16-14 |
10.0% |
1-30 |
1.2% |
56% |
False |
False |
133,673 |
| 80 |
171-09 |
154-27 |
16-14 |
10.0% |
1-30 |
1.2% |
56% |
False |
False |
100,304 |
| 100 |
171-09 |
150-00 |
21-09 |
13.0% |
1-25 |
1.1% |
66% |
False |
False |
80,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-17 |
|
2.618 |
168-14 |
|
1.618 |
167-05 |
|
1.000 |
166-12 |
|
0.618 |
165-28 |
|
HIGH |
165-03 |
|
0.618 |
164-19 |
|
0.500 |
164-14 |
|
0.382 |
164-10 |
|
LOW |
163-26 |
|
0.618 |
163-01 |
|
1.000 |
162-17 |
|
1.618 |
161-24 |
|
2.618 |
160-15 |
|
4.250 |
158-12 |
|
|
| Fisher Pivots for day following 15-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
164-14 |
164-06 |
| PP |
164-11 |
164-05 |
| S1 |
164-07 |
164-04 |
|